+2,533.1%
TSLA vs EPAM
+66.7%
+2,466.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.4% | -3.6% | -5.1% |
| 7D | +1.5% | +2.0% | -0.4% | +1.0% |
| 30D | +10.1% | +6.5% | +3.6% | +7.2% |
| 3M | -15.4% | +19.9% | -35.3% | -22.1% |
| 6M | -12.8% | -16.9% | +4.2% | -9.4% |
| YTD | -21.3% | -42.9% | +21.6% | -7.7% |
| 1Y | +4.6% | -30.4% | +35.0% | +13.1% |
| 3Y | +44.5% | -54.7% | +99.2% | +76.0% |
| 5Y | +44.8% | -81.8% | +126.6% | +129.4% |
| All | +2,533.1% | +66.7% | +2,466.4% | +1,581.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling